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You need a mail server for PHP to be able to send mail. There is no mail server in a normal Windows install, so you either have to download, configure, and run one, or point PHP to the mail server of your ISP or another host.

The associated settings (smtp, smtp_port) are in php.ini

It might be a good time to find the contract you agreed to when signing up for your internet service. ISPs very much do not like spam originating from their networks, so they tend to have some strict rules about mail coming from your computer... some forbid it entirely.